Trading Toolbox

Trading
Toolbox™ provides functions for analyzing transaction
costs, accessing trade and quote pricing data, defining order types,
and sending orders to financial trading markets. The toolbox lets
you integrate streaming and event-based data into MATLAB®, enabling
you to develop financial trading strategies and algorithms that analyze
and react to the market in real time. You can build algorithmic or
automated trading strategies that work across multiple asset classes,
instrument types, and trading markets while integrating with industry-standard
or proprietary trade execution platforms.

With Trading
Toolbox you can analyze and estimate transaction
costs before placing an order, as well as attribute costs post-trade.
You can analyze transaction costs associated with market impact, timing,
liquidity, and price appreciation, and use cost curves to minimize
transaction costs for single assets or for a portfolio of assets.

Trading
Toolbox lets you access real-time streams of tradable
instrument data, including quotes, volumes, trades, market depth,
and instrument metadata. You can define order types and specify order
routing and filling procedures.

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